Unfortunately this is one of the common side effects of Contrave. In clinical studies headaches caused a lot of participants to discontinue the medication. However, this is a drug that requires titration, which is why the manufacture recommends that the dosage be increased every week gradually so your body can get used to it. Wait a few days (till day 5 or 6 on the initial dose of 1 in the am) and see if it gets better, if it doesn't than communicate with your doctor about trying a different medication that you can better tolerate.